google says- J, M, S, D, and C are the most common initials for first names
T in my house J in my son's house, M in my cousins house and B in my Mum's house.
That is a tricky one. I am guessing you are wanting to embroider items for a Market.
What I would do is hit the shops and look at those stands that have Key rings, note pads or coffee mugs with the initial on them. Look for the sold out or almost empty ones. That might help.
I should have elaborated - what are the most popular first letters of first names to embroider on items. Does that make sense?
After a web search I found this,"What is the MOST popular initial?" and I had to go with J, hands-down....thanks to all the Jacobs, Joshuas, Jennifers, and Jessicas of the world!! But then other links gave me different answers. I'm sure it changes geographically too.